-77.2%
ENPH vs UTHR
+140.7%
-218.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.6% |
| 7D | +3.4% | +3.0% | +0.4% | +3.1% |
| 30D | -10.3% | -4.3% | -6.0% | -10.0% |
| 3M | -31.4% | -8.4% | -23.0% | -30.9% |
| 6M | -10.1% | -4.2% | -5.9% | -10.2% |
| YTD | +14.6% | +4.0% | +10.6% | +13.5% |
| 1Y | -3.2% | +25.5% | -28.7% | -6.1% |
| 3Y | -69.5% | +125.1% | -194.6% | -73.4% |
| 5Y | -77.2% | +140.3% | -217.6% | -77.9% |
| All | -77.2% | +140.7% | -218.0% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling